+35.0%
VRSN vs PENG
+42.1%
-7.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -1.9% |
| 7D | +0.5% | -19.4% | +19.9% | +1.6% |
| 30D | +4.9% | -42.4% | +47.3% | +8.3% |
| 3M | +5.8% | -25.6% | +31.5% | +6.9% |
| 6M | +12.6% | +7.3% | +5.3% | +6.6% |
| YTD | +28.2% | +113.9% | -85.6% | +11.5% |
| 1Y | +30.4% | +93.6% | -63.1% | +14.5% |
| 3Y | +54.6% | +170.2% | -115.6% | +22.2% |
| All | +35.0% | +42.1% | -7.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling